+185.9%
HALO vs MKC
-31.4%
+217.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.7% | -1.5% | -1.3% | -2.4% |
| 30D | +5.3% | -3.1% | +8.4% | +5.9% |
| 3M | +51.6% | +5.2% | +46.4% | +49.6% |
| 6M | +61.3% | -12.8% | +74.1% | +66.0% |
| YTD | +59.3% | -23.3% | +82.6% | +68.3% |
| 1Y | +38.3% | -24.1% | +62.4% | +46.4% |
| 3Y | +185.9% | -32.1% | +218.0% | +187.0% |
| All | +185.9% | -31.4% | +217.3% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling